Infinite-horizon linear-quadratic control with end-point state penalty term: The discrete-time case

DOI10.1016/S0024-3795(96)00289-3zbMATH Open0879.93027MaRDI QIDQ1362640FDOQ1362640

Authors: Ton Geerts 

Publication date: 26 January 1998

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Recommendations

• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• Revisit of linear-quadratic optimal control
• Finite horizon H/sup infinity / control problems with terminal penalties

zbMATH Keywords

quadratic optimizationdiscrete-time systemsingular algebraic Riccati equation

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Cites Work

• Strong detectability and observers
• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• Title not available (Why is that?)
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• Title not available (Why is that?)
• A strong controllability and observability in linear multivariable control
• Title not available (Why is that?)
• Hermitian solutions of the discrete algebraic Riccati equation
• Unmixed Solutions of the Discrete-Time Algebraic Riccati Equation
• Title not available (Why is that?)
• Large finite horizon and infinite horizon lq-optimal control problems

Cited In (3)

• Regular optimal control problems with quadratic final penalties
• Revisit of linear-quadratic optimal control
• Finite horizon H/sup infinity / control problems with terminal penalties

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